Публікація: On the Ratio of Futures Prices in the World Markets for Grain Commodities
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Файли
Дата
2023
Назва журналу
ISSN журналу
Назва тома
Видавництво
International Journal of Academic and Applied Research
Анотація
Grain products play an important role as a factor in stable economic development. These goods provide food security, security of life support and activities of people. At the same time, the market for grain products is subject to the influence of various destabilizing factors, which affects the price of such products. Generalization of prices for any goods is the price dynamics for the corresponding futures goods. Thus, in order to analyze changes in the market of grain products, it is advisable to study the dynamics of prices for futures for these products. This allows you to understand the dynamics of the formation of a parity price between supply and demand. Such dynamics is formed under the influence of market factors, the impact of destabilizing factors, the conditions for the development of the relevant market segment and the actions of investors. For the corresponding analysis, we use descriptive statistics, which allows us to analyze current trends, identify peaks in changing price dynamics. To conduct a comparative an alysis of price dynamics for various grain products, we use the wavelet ideology. Such an ideology makes it possible to obtain wavelet coherence estimates. These estimates contribute to the study of the grain market, the consideration of various investment strategies.
The paper presents various graphs and schemes that allow you to repeat experiments and evaluate the results.
Опис
Ключові слова
wavelet analysis, stock market
Бібліографічний опис
Bilotserkivskyi O., Stepurina S., Lyashenko V. On the Ratio of Futures Prices in the World Markets for Grain Commodities // International Journal of Academic and Applied Research (IJAAR). – 2023. – Vol. 7(2). – P. 88-94.